-65.8%
BAX vs PRU
+48.6%
-114.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -1.1% | +1.9% | -3.0% | -2.0% |
| 30D | -5.5% | +2.7% | -8.2% | -6.6% |
| 3M | +33.5% | +19.5% | +14.1% | +24.3% |
| 6M | +35.9% | +26.6% | +9.2% | +23.5% |
| YTD | +35.4% | +12.3% | +23.0% | +28.6% |
| 1Y | +9.8% | +18.0% | -8.3% | +2.1% |
| 3Y | -32.7% | +47.0% | -79.7% | -43.0% |
| All | -65.8% | +48.6% | -114.4% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling